Uisng Windows MFC class in windows console application

Hi,

I am using visual studio 2005. i am developing a windows console appliation. i added new classes that use MFC to my application. in order to compile i had to add mfc in shared dll. when i tred to run exe file it didnt work. it had to change the mfc in static library to get it to work. whats is the difference here? Am i doing this correctly?